Stock Market Question: There are two risky assets A and B with the expected returns of m% and n% respectively. A's standard deviation is 2m% and B's is 1.8n%. The correlation between A and B is +n/(10m). Risk free rate is (n/2)%. If you can only invest on 1. the risk-free asset or 2. on the minimum variance portfolio (MVP) formed by A and B or 3. a combination of 1 and 2 What is the maximum expected return you can obtain when your risk level is given by the half of MVP risk level (measured by the standard deviation)? Your answer should be numeric, not symbolic! Show your work. Stock Market Question: There are two risky assets A and B with the expected returns of m% and n% respectively. A's standard deviation is 2m% and B's is 1.8n%. The correlation between A and B is +n/(10m). Risk free rate is (n/2)%. If you can only invest on 1. the risk-free asset or 2. on the minimum variance portfolio (MVP) formed by A and B or 3. a combination of 1 and 2 What is the maximum expected return you can obtain when your risk level is given by the half of MVP risk level (measured by the standard deviation)? Your answer should be numeric, not symbolic! Show your work